I am always forgetting how to configure a web proxy in Firefox properly so that it proxies for everything except localhost, and my local webserver. Not exactly difficult, but it is worth noting.
In the "Connection Settings" dialog of the Firefox preferences, there is a field titled "No proxy for". This should contain :-
localhost, 127.0.0.1, blackhairy.demon.co.uk
Where 'blackhairy.demon.co.uk' is the FQDN of the relevant server.